73,702 research outputs found
On the use of stochastic spectral methods in deep excavation inverse problems
The back analysis or inverse analysis of the field instrumentation data is a common technique to ascertain the design parameter validity in deep excavation projects. That analysis is a process full of uncertainties and relies greatly on the expert judgement. Furthermore, deep excavation geotechnical models tend to be computationally very expensive making the inverse analysis a very lengthy process. In this paper, a Bayesian-type methodology to solve inverse problems which relies on the reduction of the numerical cost of the forward simulation through stochastic spectral surrogate models is presented. The proposed methodology is validated with three calibration examples.Canavate-Grimal, A.; Falcó, A.; Calderón García, PA.; Paya-Zaforteza, I. (2015). On the use of stochastic spectral methods in deep excavation inverse problems. Computers and Structures. 159:41-60. doi:10.1016/j.compstruc.2015.06.009S416015
Bayesian inference for the multivariate skew-normal model: a Population Monte Carlo approach
Frequentist and likelihood methods of inference based on the multivariate
skew-normal model encounter several technical difficulties with this model. In
spite of the popularity of this class of densities, there are no broadly
satisfactory solutions for estimation and testing problems. A general
population Monte Carlo algorithm is proposed which: 1) exploits the latent
structure stochastic representation of skew-normal random variables to provide
a full Bayesian analysis of the model and 2) accounts for the presence of
constraints in the parameter space. The proposed approach can be defined as
weakly informative, since the prior distribution approximates the actual
reference prior for the shape parameter vector. Results are compared with the
existing classical solutions and the practical implementation of the algorithm
is illustrated via a simulation study and a real data example. A generalization
to the matrix variate regression model with skew-normal error is also
presented
The role of learning on industrial simulation design and analysis
The capability of modeling real-world system operations has turned simulation into an indispensable problemsolving methodology for business system design and analysis. Today, simulation supports decisions ranging
from sourcing to operations to finance, starting at the strategic level and proceeding towards tactical and
operational levels of decision-making. In such a dynamic setting, the practice of simulation goes beyond
being a static problem-solving exercise and requires integration with learning. This article discusses the role
of learning in simulation design and analysis motivated by the needs of industrial problems and describes
how selected tools of statistical learning can be utilized for this purpose
Simulation and inference algorithms for stochastic biochemical reaction networks: from basic concepts to state-of-the-art
Stochasticity is a key characteristic of intracellular processes such as gene
regulation and chemical signalling. Therefore, characterising stochastic
effects in biochemical systems is essential to understand the complex dynamics
of living things. Mathematical idealisations of biochemically reacting systems
must be able to capture stochastic phenomena. While robust theory exists to
describe such stochastic models, the computational challenges in exploring
these models can be a significant burden in practice since realistic models are
analytically intractable. Determining the expected behaviour and variability of
a stochastic biochemical reaction network requires many probabilistic
simulations of its evolution. Using a biochemical reaction network model to
assist in the interpretation of time course data from a biological experiment
is an even greater challenge due to the intractability of the likelihood
function for determining observation probabilities. These computational
challenges have been subjects of active research for over four decades. In this
review, we present an accessible discussion of the major historical
developments and state-of-the-art computational techniques relevant to
simulation and inference problems for stochastic biochemical reaction network
models. Detailed algorithms for particularly important methods are described
and complemented with MATLAB implementations. As a result, this review provides
a practical and accessible introduction to computational methods for stochastic
models within the life sciences community
Data-driven modelling of biological multi-scale processes
Biological processes involve a variety of spatial and temporal scales. A
holistic understanding of many biological processes therefore requires
multi-scale models which capture the relevant properties on all these scales.
In this manuscript we review mathematical modelling approaches used to describe
the individual spatial scales and how they are integrated into holistic models.
We discuss the relation between spatial and temporal scales and the implication
of that on multi-scale modelling. Based upon this overview over
state-of-the-art modelling approaches, we formulate key challenges in
mathematical and computational modelling of biological multi-scale and
multi-physics processes. In particular, we considered the availability of
analysis tools for multi-scale models and model-based multi-scale data
integration. We provide a compact review of methods for model-based data
integration and model-based hypothesis testing. Furthermore, novel approaches
and recent trends are discussed, including computation time reduction using
reduced order and surrogate models, which contribute to the solution of
inference problems. We conclude the manuscript by providing a few ideas for the
development of tailored multi-scale inference methods.Comment: This manuscript will appear in the Journal of Coupled Systems and
Multiscale Dynamics (American Scientific Publishers
Constrained bayesian inference of project performance models
Project performance models play an important role in the management of project success. When used for monitoring projects, they can offer predictive ability such as indications of possible delivery problems. Approaches for monitoring project performance relies on available project information including restrictions imposed on the project, particularly the constraints of cost, quality, scope and time. We study in this paper a Bayesian inference methodology for project performance modelling in environments where information about project constraints is available and can be exploited for improved project performance. We apply the methodology to probabilistic modelling of project S-curves, a graphical representation of a project’s cumulative progress. We show how the methodology could be used to improve confidence bounds on project performance predictions. We present results of a simulated process improvement project in agile setting to demonstrate our approach
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